Abstract
Some recurrence relations and identities for order statistics are extended to the most general case where the random variables are assumed to be non-independent non-identically distributed. In addition, some new identities are given. The results can be used to reduce the computations considerably and also to establish some interesting combinatorial identities.
Similar content being viewed by others
References
Arnold, B. C. and Balakrishnan, N. (1989). Relations, bounds and approximations for order statistics, Lecture Notes in Statist., 53, Springer, New York.
Balakrishnan, N. (1988). Recurrence relations for order statistics from n independent and non-identically distributed random variables, Ann. Inst. Statist. Math., 40, 273–277.
Balakrishnan, N. and Malik, H. J. (1985). Some general identities involving order statistics, Comm. Statist. Theory Methods, 14, 333–339.
David, H. A. (1981). Order Statistics, 2nd ed., Wiley, New York.
David, H. A. and Joshi, P. C. (1968). Recurrence relations between moments of order statistics for exchangeable variates, Ann. Math. Statist., 39, 272–274.
Joshi, P. C. (1973). Two identities involving order statistics, Biometrika, 60, 428–429.
Joshi, P. C. and Balakrishnan, N. (1981). Applications of order statistics in combinatorial identities, J. Combin. Inform. System Sci., 6, 271–278.
Riordan, J. (1968). Combinatorial Identities, Wiley, New York.
Sathe, Y. S. and Dixit, U. J. (1990). On a recurrence relation for order statistics, Statist. Probab. Lett., 9, 1–4.
Srikantan, K. S. (1962). Recurrence relations between the PDF's of order statistics, and some applications, Ann. Math. Statist., 33, 169–177.
Young, D. H. (1967). Recurrence relations between the P.D.F.'s of order statistics of dependent variables, and some applications, Biometrika, 54, 283–292.
Author information
Authors and Affiliations
About this article
Cite this article
Balakrishnan, N., Bendre, S.M. & Malik, H.J. General relations and identities for order statistics from non-independent non-identical variables. Ann Inst Stat Math 44, 177–183 (1992). https://doi.org/10.1007/BF00048680
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF00048680